On a server earlier somebody was wondering if they would be able to import their own bricks to the server. While it's possible, if something is already occupying the same space as the bricks, they won't load (this is good). It would be nice if there were a way to move the bricks as one unit before they are plopped down in the world so people can work on things in single player, and then easily bring them into a multiplayer server.
Another suggestion would be to have an export function that creates building plans from the pieces placed down. Sometimes I'd love to see a creation in real life made with household items like little blocks of wood.
Automatic saving on a server would be great. It is a horrible feeling making a huge building only to have the server crash and then have it come back up and the admin made the last save before anything was built.
My last suggestion, and least likely, is the ability to exist in an Active Worlds type environment. Active Worlds is like Second Life, but focused on building like Blockland. However, everybody can build in one giant green world, or they can build in their own little servers.